Hi, Erin! My family and I love Mickey's Not So Scary Halloween Party, and we were just working on what costumes the kids plan on wearing this afternoon! They're already so excited!
The tickets for this event are separate from your theme park tickets, and they are available at the theme park on the day of the event. I will caution you, however, that the party does sell out some nights, so ordering them in advance guarantees that you won't be shut out if the party the night you want to go does sell out.
To help you make an educated guess as to whether or not your evening will sell out, I will tell you that the days closest to Halloween tend to sell out very quickly. Weekends are super popular, as this event attracts local Orlando area residents as well as tourists. It's usually better for the people that live in the area to go on the weekends, since it's not a school night or a work night. If there is another event going on (like the Wine and Dine Half Marathon that takes place the first weekend in October), you may find that those dates may sell out as well.
Of course, there is always just the chance that the popularity of the event causes the party to sell out as well!
To avoid disappointment, go on the first day of your trip to get your tickets, so if there are a limited number available, you can know that you have them for the date you want. This also will allow you to choose another date if the date you want has already sold out.
Have a wonderful time!